Follow us
Publications Commentary Research People Events News Resources and Videos About IFS
Home Publications Identification of a class of index models: A topological approach

Identification of a class of index models: A topological approach

Cemmap Working Paper CWP52/19

We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the regressors in our model. We apply the general identification result to additive random utility and competing risk models.

More on this topic

Cemmap Working Paper CWP09/22
We compare two approaches to using information about the signs of structural shocks at specific dates within a structural vector autoregression (SVAR): imposing ‘narrative restrictions’ (NR) on the shock signs in an otherwise set-identified SVAR; and casting the information about the shock ...
Cemmap Working Paper CWP07/22
Economists are obsessed with rankings of institutions, journals, or scholars according to the value of some feature of interest.
Cemmap Working Paper CWP05/22
We designed a coaching program that focused on one aspect of teacher quality—teacher-child interactions—that researchers in education and psychology have argued is critical for child development and learning.
Cemmap Working Paper CWP04/22
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighbourhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement.
Cemmap Working Paper CWP44/21
We study a dynamic ordered logit model for panel data with fixed effects.